Level 1 Aggregations

Data descriptions

• OHLCV - The open, high, low, and close prices for a given period, alongside the volume traded.

• VWAP - The average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts. VWAP formula: ∑(Price * Volume) / ∑Volume.

• Trade count - The total number of trades from a given period.

Data details

Data / channel	Historical data	Live?	Granularity	Ticker pack coverage	Docs link
OHLCV
• Stream	72 hours on replay	Yes	1s	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	OHLCV
• Rest API	Since 2010	Yes	1s - 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	OHLCV only
• AWS, Azure, Google Cloud Platform	Since 2010	New CSV once a day	1s - 1d	Cefi spot ticker packs	OHLCV Only
• Snowflake, BigQuery	Since 2010	Data refreshes once a day Also available in near real-time	1s - 1d	Cefi spot ticker packs	OHLCV Only
VWAP
• Stream	72 hours on replay	Yes	Monthly-based 1s - 1d Yearly-based 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	VWAP
• Rest API	Since 2010	Yes	Monthly-based 1s - 1d Yearly-based 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	VWAP only
• AWS, Azure, Google Cloud Platform	Since 2010	New CSV once a day	Monthly-based 1s - 1d Yearly-based 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	VWAP Only
• Snowflake, BigQuery	Since 2010	Data refreshes once a day Also available in near real-time	Monthly-based 1s - 1d Yearly-based 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	VWAP Only
Trade count
• REST API	Since 2010	Yes	1s - 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	Trade Count, OHLCV, & VWAP
• AWS, Azure, Google Cloud Platform	Since 2010	New CSV once a day	1s - 1d	Cefi spot ticker packs	Trade Count, OHLCV & VWAP
• Snowflake, BigQuery	Since 2010	Data refreshes once a day Also available in near real-time	1s - 1d	Cefi spot ticker packs	Trade Count, OHLCV & VWAP